There are many interesting and significant real-world problems that can be formulated as a discrete optimization problem; for example, portfolio optimization, risk management problems such as fraud detection for online transactions, community detection in social networks, etc.
Most of these real-world problems are NP-hard in general, which means the time needed to find the optimal solution grows exponentially with the size of the problem. Thus, large-scale, practical problems cannot be addressed unless by using heuristic methods that sacrifice the optimality of the solutions to obtain efficiency.
There is a need for a method and system that will overcome at least one of the above-identified drawbacks.
Features of the invention will be apparent from review of the disclosure, drawings and description of the invention below.